MC tests

2 replies

Enric

Customer, bbp_participant, community, sq-ultimate, 114 replies.

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5 years ago #239545

Hi Support team,

There’s a strange behavior in SQX compared to SQ3. When I test the MC ‘Randomize history data’ in SQX it kills most of the strategies while in SQ3 the same test was quite light for the strategies.

On the other side when I test the MC ‘Random parameters’ is not so hard for the strategies while SQ3 was quite strong.

 

It looks suspicious to me. Have you checked or experienced these differences as well?

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 years ago #239998

Seems OK to me. What you found odd?

I did a quick test on randomize historical data having 10 % and 40 % change with 10 % probability change and it correspond

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Enric

Customer, bbp_participant, community, sq-ultimate, 114 replies.

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5 years ago #240003

Hi Thomas,

I don’t know but I made a lot of MC tests in SQ3 and Random parameters filtered a lot of strategies while Random history data was quite soft and now with SQX the Random history data is a real strategy killer. Maybe it’s bad luck on these first buildings but it looks strange

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